52 citations · 91 across the 11 of their papers we have counts for
14 papers
Models for temporal clustering of extreme events with applications to mid-latitude winter cyclones
Christina Mathieu, Merle Mendel, Katharina Hees +1
The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We…
Intervention analysis for integer-valued autoregressive models
Xanthi Pedeli, Roland Fried
We study the problem of intervention effects generating various types of outliers in an integer-valued autoregressive model with Poisson innovations. We concentrate on outliers whi…
An Asymptotic Test for Constancy of the Variance under Short-Range Dependence
Sara Kristin Schmidt, Max Wornowizki, Roland Fried +1
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order t…
QANOVA: Quantile-based Permutation Methods For General Factorial Designs
Marc Ditzhaus, Roland Fried, Markus Pauly
Population means and standard deviations are the most common estimands to quantify effects in factorial layouts. In fact, most statistical procedures in such designs are built towa…
Robust change point tests by bounded transformations
Alexander Dürre, Roland Fried
Classical moment based change point tests like the cusum test are very powerful in case of Gaussian time series with one change point but behave poorly under heavy tailed distribut…
Dealing with seasonal variability and inter-site dependence in regional flood frequency analysis
Paul Kinsvater, Friederike Deiters, Roland Fried
This paper considers the regional estimation of high quantiles of annual maximal river flow distributions , an important problem from flood frequency analysis. Even though this…